ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 20-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
124-040 |
123-317 |
-0-043 |
-0.1% |
123-275 |
High |
124-065 |
124-017 |
-0-048 |
-0.1% |
124-060 |
Low |
123-295 |
123-227 |
-0-068 |
-0.2% |
123-085 |
Close |
124-007 |
123-252 |
-0-075 |
-0.2% |
124-047 |
Range |
0-090 |
0-110 |
0-020 |
22.2% |
0-295 |
ATR |
0-096 |
0-097 |
0-001 |
1.0% |
0-000 |
Volume |
390,081 |
603,771 |
213,690 |
54.8% |
2,156,155 |
|
Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-282 |
124-217 |
123-312 |
|
R3 |
124-172 |
124-107 |
123-282 |
|
R2 |
124-062 |
124-062 |
123-272 |
|
R1 |
123-317 |
123-317 |
123-262 |
123-294 |
PP |
123-272 |
123-272 |
123-272 |
123-261 |
S1 |
123-207 |
123-207 |
123-242 |
123-184 |
S2 |
123-162 |
123-162 |
123-232 |
|
S3 |
123-052 |
123-097 |
123-222 |
|
S4 |
122-262 |
122-307 |
123-192 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-202 |
126-100 |
124-209 |
|
R3 |
125-227 |
125-125 |
124-128 |
|
R2 |
124-252 |
124-252 |
124-101 |
|
R1 |
124-150 |
124-150 |
124-074 |
124-201 |
PP |
123-277 |
123-277 |
123-277 |
123-303 |
S1 |
123-175 |
123-175 |
124-020 |
123-226 |
S2 |
122-302 |
122-302 |
123-313 |
|
S3 |
122-007 |
122-200 |
123-286 |
|
S4 |
121-032 |
121-225 |
123-205 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-164 |
2.618 |
124-305 |
1.618 |
124-195 |
1.000 |
124-127 |
0.618 |
124-085 |
HIGH |
124-017 |
0.618 |
123-295 |
0.500 |
123-282 |
0.382 |
123-269 |
LOW |
123-227 |
0.618 |
123-159 |
1.000 |
123-117 |
1.618 |
123-049 |
2.618 |
122-259 |
4.250 |
122-080 |
|
|
Fisher Pivots for day following 20-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
123-282 |
123-308 |
PP |
123-272 |
123-290 |
S1 |
123-262 |
123-271 |
|